Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-24 0.489122 0.547521 0.613688 0.694986 0.793278 0.909733 1.060398
2025-08-31 0.437083 0.514045 0.608181 0.734434 0.903665 1.129592 1.467224
2025-09-07 0.385878 0.469075 0.576313 0.729467 0.951438 1.277777 1.831248
2025-09-14 0.345679 0.430670 0.544651 0.715646 0.979794 1.401761 2.206388
2025-09-21 0.317303 0.403564 0.523215 0.710616 1.017344 1.547577 2.687001
2025-09-28 0.291520 0.376742 0.498113 0.694878 1.032693 1.657785 3.157593
2025-10-05 0.284606 0.375504 0.509516 0.737085 1.154590 2.007693 4.445046
2025-10-12 0.284475 0.383770 0.535786 0.807700 1.346792 2.593218 7.146480
2025-10-19 0.267402 0.364726 0.516555 0.795456 1.371578 2.798972 8.884994
2025-10-26 0.254937 0.351685 0.505596 0.796367 1.424274 3.106115 11.801701
2025-11-02 0.239074 0.332090 0.481851 0.769768 1.409308 3.212700 13.938780
2025-11-09 0.221462 0.308636 0.449794 0.723453 1.339702 3.122297 14.538095
2025-11-16 0.209286 0.293948 0.432920 0.707827 1.347908 3.321442 18.760596
2025-11-23 0.206969 0.295065 0.443529 0.749075 1.510209 4.200558 39.836000
2025-11-30 0.198125 0.284736 0.432797 0.744263 1.550599 4.647173 67.018903
2025-12-07 0.188836 0.273063 0.418642 0.730154 1.561662 4.982381 112.268664
2025-12-14 0.181522 0.264288 0.409111 0.725028 1.598473 5.501133 259.698581
2025-12-21 0.173443 0.253738 0.395454 0.708841 1.597568 5.823102 639.674199
2025-12-28 0.172995 0.256330 0.406858 0.752337 1.804193 7.831562 NaN
2026-01-04 0.175304 0.263893 0.428619 0.825179 2.153814 12.306589 NaN
2026-01-11 0.168792 0.255208 0.417206 0.812545 2.175075 13.624095 NaN
2026-01-18 0.164013 0.249424 0.411268 0.813485 2.254143 16.153944 NaN
2026-01-25 0.156962 0.239145 0.395408 0.786043 2.202984 16.542626 NaN